Quadruple Integral Using Nested Integral2 in Matlab

Question

I am trying to solve a problem of the following form:

f=@(x,y,z,w) x.*y.*z.*w;          % A complicated black box function
a=1;b=1;c=1;d=1;                           


        

Answer 1

To add to Daniel's answer, I finally broke down and wrote a MATLAB File Exchange submission that does the nesting for you automatically, and it can handle the more tedious cases where the limits are functions rather than constants. It's called integralN, and it is written to handle 4-fold, 5-fold, and 6-fold integrals. I don't think it's a great way of attacking higher-dimensional integration, but if it happens to be fast enough to get the job for you, then it's there to use.